Insiders and International finance: Evidence From Complementary Markets Patterns in Neighboring Areas
In this paper, the macroeconomic policy implications deriving from potential inefficiencies in international futures markets are investigated through an examination of their micro-economic underpinnings. The hypothesis is that the existence of inside information in freely operating futures markets will create inefficiencies in that market, in the form of unexploited price differentials within the markets for the same product. Given the difficulties of obtaining valid information on insider activity in conventional futures markets, the present paper investigates proxy markets subject to the same influences, but more readily amenable to empirical analysis.
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Volume (Year): 5 (2001)
Issue (Month): 2 (Winter)
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